Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.80% | 110.33 % | 111.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,996 CHF | 278,221 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 110.33 % | 111.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,944 CHF | 278,169 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 110.57 % | 111.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,434 CHF | 278,659 CHF | 99.97% | 99.97% |
15/11/2024 | 0.80% | 110.64 % | 111.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,916 CHF | 279,141 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 111.13 % | 112.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,643 CHF | 279,868 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 111.00 % | 111.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,639 CHF | 279,864 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 111.07 % | 111.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,824 CHF | 280,049 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 111.38 % | 112.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,347 CHF | 280,572 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 111.13 % | 112.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,029 CHF | 280,254 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 111.47 % | 112.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,606 CHF | 280,850 CHF | 100.00% | 100.00% |